Construction of analytical solutions to systems of two stochastic differential equations by Navickas Zenonas, Telksniene Inga, Telksnys Tadas, Marcinkevicius Romas, Ragulskis Minvydas

“…Using the presented techniques, a system of stochastic differential equations (SDEs) can be constructed in such a way that eliminating the stochastic component yields the original system of ODEs. …”
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Hitting time behavior for the solution of a stochastic differential equation by Herath, Narmada, Del Vecchio, Domitilla

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Quasi-potential analysis of multi-variate stochastic differential equations by Malek, Bola

“…Then, I derive the sources of noise and stochasticity based on basic probability theory. Stochastic differential equations are derived for these systems. …”
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Topics on backward stochastic differential equations. Theoretical and practical aspects by Lionnet, A

“…<p>This doctoral thesis is concerned with some theoretical and practical questions related to backward stochastic differential equations (BSDEs) and more specifically their connection with some parabolic partial differential equations (PDEs). …”

Some problems in abstract stochastic differential equations on Banach spaces by Crewe, P

“…<p>This thesis studies abstract stochastic differential equations on Banach spaces. The well-posedness of abstract stochastic differential equations on such spaces is a recent result of van Neerven, Veraar and Weis, based on the theory of stochastic integration of Banach space valued processes constructed by the same authors.…”

Identifiability analysis for stochastic differential equation models in systems biology by Browning, AP, Warne, DJ, Burrage, K, Baker, RE, Simpson, MJ

“…We provide an accessible introduction to identifiability analysis and demonstrate how existing ideas for analysis of ODE models can be applied to stochastic differential equation (SDE) models through four practical case studies. …”

Random vortex dynamics via functional stochastic differential equations by Qian, Z, Süli, E, Zhang, Y

“…The new random vortex dynamics system consists of a stochastic differential equation which is, in contrast with the two-dimensional random vortex dynamics equations, coupled to a finite-dimensional ordinary functional differential equation. …”

Martingale representations for diffusion processes and backward stochastic differential equations by Qian, Z, Ying, J

“…Together with an approach put forward in Lyons et al(2009), our martingale representation theorem is then applied to the study of initial and boundary problems for quasi-linear parabolic equations by using solutions to backward stochastic differential equations over the filtered probability space determined by reflecting diffusions in a bounded domain with only continuous boundary.…”

Studying partially ordered systems using stochastic differential equations by Rolls, E

“…<p>This thesis looks at two different problems in the field of partially ordered systems - modelling biopolymers on multiple scales as well as modelling two-dimensional nematic liquid crystal wells - and seeks to gain insight using stochastic differential equations, through mathematical analysis and numerical simulations. …”

Existence and uniqueness theorems for a class of quantum stochastic differential equations / by 359251 S. O. Maliki, International Centre for Theoretical Physics

Discrete time approximation of numerical solution of stochastic differential equation in finance / by 499198 Lau, Pei Shin, Yeak, Su Hoe, 1971-, Fakulti Sains

Modified two-step method for stochastic differential equation's parameter estimation / by Nur Hashida Md Lazim, 1992-, author, Haliza Abd. Rahman, 1971-, supervisor, Arifah Bahar, supervisor, Fakulti Sains

Subjects: “…Stochastic differential equations…”

Modified two-step method for stochastic differential equation's parameter estimation / by Nur Hashida Md Lazim, 1992-, author, Haliza Abd. Rahman, 1971-, supervisor, Arifah Bahar, supervisor, Fakulti Sains

Subjects: “…Stochastic differential equations…”

Fifth-stage stochastic runge-kutta method for stochastic differential equations by Noor Amalina Nisa, Ariffin

“…Hence, models for these systems are required via stochastic differential equations (SDEs). However, it is often difficult to find analytical solutions of SDEs. …”
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Hyperbolastic Models from a Stochastic Differential Equation Point of View by Antonio Barrera, Patricia Román-Román, Francisco Torres-Ruiz

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Monte Carlo Simulation of Stochastic Differential Equation to Study Information Geometry by Abhiram Anand Thiruthummal, Eun-jin Kim

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Symmetric Fuzzy Stochastic Differential Equations Driven by Fractional Brownian Motion by Hossein Jafari, Marek T. Malinowski

Subjects: “…fuzzy stochastic differential equations…”
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On the Construction of Growth Models via Symmetric Copulas and Stochastic Differential Equations by Petras Rupšys, Edmundas Petrauskas

Subjects: “…stochastic differential equation…”
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Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients by Aidara Sadibou

Subjects: “…anticipated backward doubly stochastic differential equation…”
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Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients by Tie Wang, Siyu Cui

Subjects: “…anticipated backward doubly stochastic differential equations…”
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